방법 비교

	불확실성 정량화	확률 미분 방정식 (Stochastic Differential Equations, SDEs)
분야	시뮬레이션	시뮬레이션
계열	Process / pipeline	Process / pipeline
기원 연도	Seminal modern form: 2002	1944 (theory); 1992 (numerical framework)
창시자	Norbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)	Kiyosi Itô (Itô calculus, 1944); Peter Kloeden & Eckhard Platen (numerical methods, 1992)
유형	Computational uncertainty analysis framework	Continuous-time stochastic process model
원전	Xiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644.	Øksendal, B. (2003). Stochastic Differential Equations: An Introduction with Applications (6th ed.). Springer.
별칭	UQ, polynomial chaos expansion, PCE, Kriging surrogate	SDE, Itô equations, Stokastik Diferansiyel Denklemler (SDE)
관련	9	4
요약	Uncertainty Quantification (UQ) is a computational framework for systematically measuring how uncertainty in the inputs of a model propagates into uncertainty in its outputs. Building on Wiener's polynomial chaos theory (1938) and formalised for general stochastic problems by Xiu and Karniadakis (2002), UQ uses two primary strategies: Polynomial Chaos Expansion (PCE), which represents the model output as a series of orthogonal polynomials matched to the input distributions, and Kriging (Gaussian process) surrogates, which replace an expensive simulation with a fast statistical approximation fitted to a small set of carefully chosen runs.	Stochastic differential equations (SDEs) are differential equation models that combine a deterministic drift term — governing the average tendency of a system — with a stochastic diffusion term driven by a Wiener process (Brownian motion). Pioneered through Itô calculus by Kiyosi Itô in 1944 and given a comprehensive numerical treatment by Kloeden and Platen in 1992, SDEs are the standard modelling language for continuous-time systems subject to random noise, including financial asset prices, population dynamics, and physical processes.